CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:128.04% (-6.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.51 | |
| 0.2171 | 17.51 | |
| 0.8087 | 136.17 | |
| -0.1545 | -8.92 |
Estimation Period:
Jan 2, 2008 to Nov 21, 2025
Jan 2, 2008 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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